+104.7%
FLEX vs RIG
+85.2%
+19.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +7.0% | -2.7% | +9.7% | +7.2% |
| 30D | -5.8% | +9.5% | -15.3% | -7.1% |
| 3M | -24.2% | -6.6% | -17.6% | -23.8% |
| 6M | +90.8% | -2.9% | +93.7% | +86.7% |
| YTD | +89.2% | +39.5% | +49.7% | +67.0% |
| 1Y | +104.7% | +82.3% | +22.4% | +68.4% |
| All | +104.7% | +85.2% | +19.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling